On normal approximations to symmetric hypergeometric laws

DOI10.1090/TRAN/6986zbMATH Open1430.60024arXiv1404.7657OpenAlexW2435552434MaRDI QIDQ4588231FDOQ4588231

Lutz Mattner, Jona Schulz

Publication date: 1 November 2017

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Abstract: The Kolmogorov distances between a symmetric hypergeometric law with standard deviation $sigma$ and its usual normal approximations are computed and shown to be less than $1/(sqrt8pi,sigma)$, with the order $1/sigma$ and the constant $1/sqrt8pi$ being optimal. The results of Hipp and Mattner (2007) for symmetric binomial laws are obtained as special cases. Connections to Berry-Esseen type results in more general situations concerning sums of simple random samples or Bernoulli convolutions are explained. Auxiliary results of independent interest include rather sharp normal distribution function inequalities, a simple identifiability result for hypergeometric laws, and some remarks related to L'evy's concentration-variance inequality.

Full work available at URL: https://arxiv.org/abs/1404.7657

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zbMATH Keywords

central limit theoremidentifiabilityBernoulli convolutionBerry-Esseen inequalityfinite population samplingconcentration-variance inequalitynormal distribution function inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)

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Cited In (8)

• A convolution inequality, yielding a sharper Berry-Esseen theorem for summands Zolotarev-close to normal
• Proof of Tomaszewski's conjecture on randomly signed sums
• Bounding the \(L^1\)-distance between one-dimensional continuous and discrete distributions via Stein's method
• On the Accuracy in a Combinatorial Central Limit Theorem: The Characteristic Function Method
• On the Le Cam distance between multivariate hypergeometric and multivariate normal experiments
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• Stein's method and Narayana numbers

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